+13.2%
W vs MOS
-11.3%
+24.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -3.6% | +21.6% | -25.2% | -9.6% |
| 30D | +7.0% | +12.0% | -5.0% | +2.6% |
| 3M | +7.4% | -3.9% | +11.3% | +7.3% |
| 6M | +69.3% | -3.3% | +72.6% | +66.4% |
| YTD | +11.3% | -4.6% | +15.9% | +3.3% |
| 1Y | +13.2% | -7.0% | +20.2% | +3.8% |
| All | +13.2% | -11.3% | +24.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling